+2,573.8%
ICE vs WEC
+1,119.8%
+1,454.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.2% | -0.7% | +2.9% | +2.6% |
| 30D | +13.7% | +11.0% | +2.7% | +7.2% |
| 3M | +17.9% | +8.6% | +9.3% | +12.3% |
| 6M | +15.0% | +6.2% | +8.8% | +10.7% |
| YTD | +10.9% | +14.3% | -3.3% | +1.8% |
| 1Y | +17.0% | +8.4% | +8.6% | +10.7% |
| 3Y | +68.2% | +62.9% | +5.3% | +23.0% |
| 5Y | +40.4% | +55.8% | -15.4% | +3.2% |
| 10Y | +259.3% | +193.2% | +66.1% | +44.7% |
| All | +2,573.8% | +1,119.8% | +1,454.1% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling